On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices (Q2305868)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices |
scientific article |
Statements
On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices (English)
0 references
20 March 2020
0 references
Summary: This work studies limited memory preconditioners for linear symmetric positive definite systems of equations. Connections are established between a partial Cholesky factorization from the literature and a variant of Quasi-Newton type preconditioners. Then, a strategy for enhancing the Quasi-Newton preconditioner via available information is proposed. Numerical experiments show the behaviour of the resulting preconditioner.
0 references
linear systems
0 references
preconditioners
0 references
Cholesky factorization
0 references
limited memory
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references